Office Hours : Please make an appointment via email.

Email : kridsda.nim@nida.ac.th

Tel :  N/A

2009 – 2014 Doctor of Philosophy in Finance Cambridge Judge Business School and Fitzwilliam College, University of Cambridge, UK PhD Thesis: ‘Optimal Investment under Market Illiquidity and Extreme Risk’

2008 – 2009 Master of Philosophy in Finance Cambridge Judge Business School and Fitzwilliam College, University of Cambridge, UK MPhil Dissertation: ‘Tail Dependence in REITs Returns’

2005 – 2007 Master of Science in Finance  Department of Banking and Finance, Chulalongkorn University, Thailand MS Dissertation: ‘A Comparative Analysis of CDO Pricing Models’

2001 – 2005 Bachelor of Engineering in Computer Engineering (1st Class Honours) Faculty of Engineering, Chulalongkorn University, Thailand BEng Project: ‘An Artificial Intelligent System for a RoboCup (Robot Soccer World Cup) Team’

ACADEMIC WORK

Publication

• Nimmanunta, K. with A. Chiarawongse, and S. Tirapat. “On Pricing CDOs with Meixner Distributions.” Journal of Fixed Income, Vol. 18, No. 1 (2008), pp. 86-99.

Working papers

• Jiraporn, P. and Nimmanunta, K. (2016) “Estimating the Effect of Board Independence on Managerial Ownership Using a Quasi-Natural Experiment”
• Nimmanunta, K. (2014) “Dynamic Portfolio Rules under Market Illiquidity”
• Nimmanunta, K. (2014) “Strategic Investment and Divestment under Market Illiquidity”
• Nimmanunta, K. with K. Patel. (2014) “Tail Dependence in REITs Returns”

Work-in-progress

• On a Multi-stage Estimation of Copula-based Markov Regime-switching Models for Financial Time Series

Conference presentations

On Optimal Exercise of Imperfect Real Options and the Value of Market Liquidity of Assets

• Midwest Finance Association (MFA) Meeting 2013, Chicago, U.S.A., 13-16th March 2013
• Winter Doctoral Conference, CJBS, U. of Cambridge, UK, 5th December 2011

Corporate Investments and the Value of Liquidity

• Woxbridge Doctoral Conference, WBS, Warwick, UK, 12-13th April 2011

Tail Dependence in REITs Returns, with K. Patel

• Annual European Real Estate Society (ERES) Conference, Sweden, 24-27th June 2009

On Pricing CDOs with Meixner Distributions

• Symposium Sessions on Credit Risk, 57th Midwest Finance Association Meeting, U.S.A., 27th Feb - 1st Mar 2008
• 4th International Conference on Banking and Finance, Malaysia, 15-16th January 2008

A Comparative Analysis of CDO Pricing Models

• Joint DBA Research Symposium by Chulalongkorn U., Thammasat U. and NIDA, Thailand, October 2007

Seminars/Training

• Strategic Investments in Real Estate (two-day lectures)
• Cambridge Real Estate and Finance Summer Programme, Cambridge, UK, 10-11th August 2011

Thesis Examining

• Kerddonfag, A. (2015) “The Effect of Private Equity on the Stability of Corporate Capital.” Master of Science in Finance, CBS, Chulalongkorn University
• Petcharat, S. (2014) “Pricing Multiname Credit Derivatives By Multi-Correlated Market Factor Model.” Master program in Financial Engineering, CBS, Chulalongkorn University
• Mongkolkul, P. (2014) “First-Passage Time Securities Valuation Under Jump-Diffusion Model Using Paritioning, Exponential Twisting, and Conditional Monte Carlo Technique.” Master program in Financial Engineering, CBS, Chulalongkorn University

SELECTED SCHOLARSHIPS & AWARDS

2008 – 2012 Cambridge Overseas Trust Bursary and Cambridge Thai Foundation Bursary, University of Cambridge

2009 – 2012 Judge Business School Studentships, University of Cambridge

2009 – 2011 Fitzwilliam College Senior Scholarships for Academic/Research Excellence

2005 Chulalongkorn Graduate Scholarship to Commemorate the 72nd Anniversary of His Majesty King Bhumibol Adulyadej

2003 Certificate of Outstanding Academic Records (GPA: 4.00 in 2nd semester, 2002), Chulalongkorn University

2000 Silver Medal Prize in Thailand Olympiad in Informatics Competition, IPST

2559 ความเชื่อในเรื่องของการเกิดใหม่สามารถทำให้การบริโภคอย่างเหมาะสมที่สุดนำไปสู่การเติบโตอย่างยั่งยืนได้หรือไม่? , ความเชื่อในเรื่องของการเกิดใหม่สามารถทำให้การบริโภคอย่างเหมาะสมที่สุดนำไปสู่การเติบโตอย่างยั่งยืนได้หรือไม่? , คณะบริหารธุรกิจ และสถาบัน

SELECTED SCHOLARSHIPS & AWARDS

2008 – 2012  Cambridge Overseas Trust Bursary and Cambridge Thai Foundation Bursary, University of Cambridge

2009 – 2012 Judge Business School Studentships, University of Cambridge

2009 – 2011 Fitzwilliam College Senior Scholarships for Academic/Research Excellence

2005    Chulalongkorn Graduate Scholarship to Commemorate the 72^nd Anniversary of His Majesty King Bhumibol Adulyadej